-9.6%
RUN vs CASY
+612.3%
-621.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | +18.1% | +3.6% | +14.5% | +16.7% |
| 30D | +27.5% | +7.2% | +20.3% | +24.1% |
| 3M | -4.5% | -16.9% | +12.4% | +1.0% |
| 6M | -33.3% | -19.3% | -14.0% | -30.1% |
| YTD | -47.1% | +25.6% | -72.7% | -54.1% |
| 1Y | -43.1% | +30.2% | -73.3% | -51.4% |
| 3Y | -3.0% | +154.9% | -157.9% | -40.8% |
| 5Y | -82.6% | +252.1% | -334.7% | -90.8% |
| 10Y | +103.3% | +535.8% | -432.5% | -10.3% |
| All | -9.6% | +612.3% | -621.9% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling